Non-monotone derivative-free algorithm for solving optimization models with linear constraints: extensions for solving nonlinearly constrained models via exact penalty methods
DOI10.1007/s11750-020-00549-yzbMath1467.90088OpenAlexW3008119361MaRDI QIDQ828735
Publication date: 5 May 2021
Published in: Top (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11750-020-00549-y
exact penalty functions0-order stationaritylinear and nonlinear constraintsnon monotone direct search method
Derivative-free methods and methods using generalized derivatives (90C56) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Parallel deterministic and stochastic global minimization of functions with very many minima
- An approach to constrained global optimization based on exact penalty functions
- MinFinder: locating all the local minima of a function
- On the exactness of a class of nondifferentiable penalty functions
- Stochastic global optimization: Problem classes and solution techniques
- Unified approach for solving box-constrained models with continuous or discrete variables by non monotone direct search methods
- On the absence of duality gap for Lagrange-type functions
- Linear equalities in blackbox optimization
- A combined global \& local search (CGLS) approach to global optimization
- Experimental testing of advanced scatter search designs for global optimization of multimodal functions
- On sequential and parallel non-monotone derivative-free algorithms for box constrained optimization
- A Linesearch-Based Derivative-Free Approach for Nonsmooth Constrained Optimization
- Algorithm 909
- Pattern search in the presence of degenerate linear constraints
- Introduction to Derivative-Free Optimization
- On the Convergence of the Multidirectional Search Algorithm
- Analysis of Generalized Pattern Searches
- Pattern Search Methods for Linearly Constrained Minimization
- On the Convergence of Asynchronous Parallel Pattern Search
- New Sequential and Parallel Derivative-Free Algorithms for Unconstrained Minimization
- On the Global Convergence of Derivative-Free Methods for Unconstrained Optimization
- Mixed-integer nonlinear optimization
- Frame based methods for unconstrained optimization
This page was built for publication: Non-monotone derivative-free algorithm for solving optimization models with linear constraints: extensions for solving nonlinearly constrained models via exact penalty methods